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heckmanGE

Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance

Tools for the estimation of Heckman selection models with robust variance-covariance matrices. It includes functions for computing the bread and meat matrices, as well as clustered standard errors for generalized Heckman models, see Fernando de Souza Bastos and Wagner Barreto-Souza and Marc G. Genton (2022, ISSN: <https://www.jstor.org/stable/27164235>). The package also offers cluster-robust inference with sandwich estimators, and tools for handling issues related to eigenvalues in covariance matrices.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling source/ R- heckmanGE_1.0.0.tar.gz 3.6 MiB
1.0.0 rolling linux/jammy R-4.5 heckmanGE_1.0.0.tar.gz 3.9 MiB
1.0.0 rolling linux/noble R-4.5 heckmanGE_1.0.0.tar.gz 3.9 MiB
1.0.0 latest source/ R- heckmanGE_1.0.0.tar.gz 3.6 MiB
1.0.0 latest linux/jammy R-4.5 heckmanGE_1.0.0.tar.gz 3.9 MiB
1.0.0 latest linux/noble R-4.5 heckmanGE_1.0.0.tar.gz 3.9 MiB
1.0.0 2026-04-23 source/ R- heckmanGE_1.0.0.tar.gz 3.6 MiB
1.0.0 2026-04-09 windows/windows R-4.5 heckmanGE_1.0.0.zip 3.9 MiB
1.0.0 2025-04-20 source/ R- heckmanGE_1.0.0.tar.gz 3.6 MiB

Dependencies (latest)

Imports